If you live in a house that is more than five years old, and not constructed top to bottom by master craftsmen, chances are that somewhere you have a door that rubs. Often people just ignore the problem because on the one hand it seems like an awful lot of trouble to take the door off its hinges, sand or cut it down, and possibly have to refinish the edge, while on the other it's not worth the expense of hiring a professional. Often, though, a sticky door can be fixed fairly easily, and without having to take it down.
Examine the door and jambs to determine where the rub occurs. In most cases, your door sticks because the upper part of the door is rubbing against the outer jamb. This usually occurs because, over time, the weight of the door has pulled the upper door hinge slightly out of the frame. The problem is that door hinges typically come with screws that are too short to reach through the jamb and into the door frame.
If you find that the hinges are loose, you want to replace the screws closest to the center of the door frame (and farthest from the hinge pin) with longer screws. Stabilize the door by putting shims under the end farthest from the hinge, and then remove the screw or screws farthest from the hinge pin on the top hinge. Replace them with 2-inch brass screws, pre-drilling before installation.
You also want to re-set the other screws (those closest to the hinge) to make sure they have a tight grip. Leaving the door stabilized, remove the remaining screws on the upper hinge, and use wooden toothpicks to fill the screw holes, breaking them off so they don't stick out. Now replace the screws. If needed, repeat on the remaining hinges.
Fixing the hinges is often enough to stop your door from rubbing, but not always. If the rub has improved but hasn't gone away, you might be able to push the side jamb back enough to allow for clearance. Do this by pre-drilling into the jamb and frame at or slightly above where the rub is occurring, and installing a long (2 inches or more) brass wood screw. In many cases, the screw will be able to pull the jamb tighter to the door frame, creating a little extra space for the door. If your door is still rubbing, well, at least you know you did everything you could to avoid taking the door down and having to sand and refinish its edge.
If it's the top of your door rubbing against the frame, you can fix it by stabilizing it with a shim and sanding down the top edge until it fits. Hand-sanding works (eventually), but a belt sander is faster. If the rub is at the bottom, you have to take the door down to sand down the bottom edge, but at least there's no refinishing involved.